From full-color objects to functional capacitive artifacts, 3D printing multi-materials became essential to broaden the application areas of digital fabrication. We present Programmable Filament, a novel technique that enables multi-material printing using a commodity FDM 3D printer, requiring no hardware upgrades. Our technique builds upon an existing printing technique in which multiple filament segments are printed and spliced into a single threaded filament. We propose an end-to-end pipeline for 3D printing an object in multi-materials, with an introduction of the design systems for end-users. Optimized for low-cost, single-nozzle FDM 3D printers, the system is built upon our computational analysis and experiments to enhance its validity over various printers and materials to design and produce a programmable filament. Finally, we discuss application examples and speculate the future with its potential, such as custom filament manufacturing on-demand.